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In den WarenkorbHardcover. Zustand: Very Good. 1. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
EUR 16,75
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In den WarenkorbHardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.3.
Verlag: Wiley & Sons, Incorporated, John, 2005
ISBN 10: 0471733873 ISBN 13: 9780471733874
Sprache: Englisch
Anbieter: Better World Books Ltd, Dunfermline, Vereinigtes Königreich
EUR 18,95
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In den WarenkorbZustand: Good. Ships from the UK. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.
Anbieter: online-buch-de, Dozwil, Schweiz
EUR 49,00
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In den WarenkorbHardcover. Zustand: gebraucht; wie neu. (507-3).
EUR 95,50
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In den WarenkorbHRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 92,17
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In den WarenkorbZustand: New. In.
EUR 114,81
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In den WarenkorbZustand: New. pp. 288.
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
EUR 99,01
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In den WarenkorbZustand: New. Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility--time series and financial econometrics--in a way that he believes is superior to methods presently used by market participants. He also suggests that there may .
EUR 146,85
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In den WarenkorbZustand: New. A new, more accurate take on the classical approach to volatility evaluation Inside Volatility Filtering presents a new approach to volatility estimation, using financial econometrics based on a more accurate estimation of the hidden state. Series: Wiley Finance. Num Pages: 320 pages, illustrations. BIC Classification: KJMV1. Category: (P) Professional & Vocational. Dimension: 234 x 172 x 27. Weight in Grams: 528. . 2015. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland.
EUR 108,11
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In den WarenkorbBuch. Zustand: Neu. Neuware - Author and financial expert Alireza Javaheri uses the classic approach to evaluating volatility--time series and financial econometrics--in a way that he believes is superior to methods presently used by market participants. He also suggests that there may be 'skewness' trading opportunities that can be sued to trade the markets mroe profitably. Filed with in-depth insight and expert advice, this book will focus on the idea of filtering.The idea behind filtering is to obtain the best possible estimation of a hidden state given all the available information up to that point. This estimation is done in an iterative manner in two stages: The first step is a time update in which the prior distribution from all the past information via a Chapman-Kolmogorov equation. The second step would then involve a measurement update where this prior distribution is used together with the conditional likelihood of the newest observation in order to compute the posterior distribution of the hidden state. The Bayes rule is used for this purpose. Once the posterior distribution is determined, it can be exploited for the optimal estimation of the hidden state.For practitioners and students, the author is adding content on:\* estimation from historic option prices instead of stocks, as the observation quality is better\* spectral approaches and in particular Wiener Chaos Expansions\* on the statistical trading strategy in section 3.
Verlag: John Wiley & Sons Inc, 2015
ISBN 10: 111894397X ISBN 13: 9781118943977
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 134,18
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In den WarenkorbHardcover. Zustand: Brand New. 2nd edition. 294 pages. 9.50x6.50x1.00 inches. In Stock.